FORTRESS FIGHT: RKLB @ $64.03

BE SS: $141.55  |  CC-SS: $149.71  |  6 contracts (600 sh) |  ⌂ PORTFOLIO

GENERATED2026-09-11 22:01

RKLB @ $64.03   UNDERWATER $77.52 (54.8% below BE SS)

6 contracts (600 sh)  |  BE SS: $141.55  |  CC-SS: $149.71 (banked floor $146.21)  |  IV: HIGH  |  Accounts: RetireInc:7291

LC: $115 exp 2028-01-21 (entry $75.947/sh)
SP: $135 exp 2028-01-21 (entry $49.982/sh)
HP: $45 exp 2026-12-18 (entry $2.187/sh)

Economics

Max Loss$69,930(ND $26.55 + SW $90) x 600
Normal income ref$4,397/mo95% ann ROI on ML
Hedge rolling cost$413/mo
Unrealized P&L$-53,484fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,199/mo
HEDGE COVER
$413/mo
NORMAL INCOME
$4,397/mo (ATM CC, chain)
IC VELOCITY
3.6 mo to earn back $15,930
ML VELOCITY
15.9 mo to earn back $69,930
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $149.71 in the fetched chain; the deepest available is $110C (14d, $13/mo, a BELOW-CC-SS strike, not a safe CC). Income at true CC-SS ≈ $0, so FIGHT below it is warranted.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-02; banked cash shrinks the hole (shown as an info-only banked floor, the recommended CC-SS stays the pure recovery strike; seeded from open positions, reconciled from IBKR executions nightly)
Banked since 2026-07-02
$2,212
Hole (after banked)
$51,272
was $53,484 · 4% earned back
Cycles closed
10
Credit in flight
$390
CC-SS · banked floor (info)
$149.71 → $146.21
? 3 leg(s) closed as UNKNOWN (vanished with no fill in window): banked $0, conservative. Fix campaign.json by hand if wrong.
Open legAcctCredit/shIn flightOpened
6x $69C 11 Sep 2026U18827291$0.65$3902026-09-02
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 23 (live) · RSI 43 · MACD bearish, hist rising
DAILYFALLING (provisional) · RSI 42 · %B 34 · hist rising (nightly)
LEVELS20W MA (bounce target) $89.94 (+40%) · daily UBB $78.97 · 1-wk expected move ±$6 (chain IV)
SETUPSpring loaded, not ignited: 🎯 or 💎 at short DTE, normal tripwires. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-11-09: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 5 contracts at $68 / 7d. This is the safest strike (survival 75%, breach 25%) that still earns 50% of normal income ($2,199/mo); it brings $2,271/mo. The engine maximizes the odds the pullback never reaches your strike, rather than chasing the fattest near-ATM premium.
More income, less safety: the ladder tops out at 5 × $65/7d for $4,414/mo, but breach risk rises to 42% (+17pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 5 × $75/7d (94% survival, $429/mo).
Downside anchor: the primary mortgages $40,323 (253% of IC) ONLY on a full V-bounce all the way to SS $142, recoverable in 9.2 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 5 contracts realizes $-44,600 and cuts bleed by $344/mo.

📅 Two weekly tracks, this Friday & next Friday

Each Friday gets its own recommended pick and full income ladder (safest strike per income rung, sized across your 6 contracts). The master ranks the two by E[net]/mo to pick one grand pick; both are shown here so you can choose the tenor that fits your roll cadence.

🏆 Grand pick: NEXT FRIDAY · 18 Sep 2026 (7d) · sell 5 × $68, 75% survival, $2,271/mo (E[net] $708/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆18 Sep 2026 · 7d5 × $6875%$2,271$708
E[net] arithmetic on the grand pick: keep $530 with probability 63%; on the 37% touch you roll, paying $989 to close and taking $532 back from the best priced door (net cash $457) and parking about one cycle of income. Charging the FULL buyback with no door credit (the pre-2026-07-25 model) contradicted the campaign simulation, which prices the same event as a cash-neutral even roll.

📅 NEXT FRIDAY · 18 Sep 2026 · 7d · E[net] $708/mo 🏆 GRAND PICK

🎯 Engine pick: sell 5 × $68 (50% normal), 75% survival, breach 25%, $2,271/mo.
⚖️ Worth a safer step: the $70 rung (33% normal) lifts survival to 83% (breach 25% → 17%) for $549/mo less (24% income), and it still covers your hedge. The pick sits below the ~80% (≈1σ) comfort line; on a drawdown you are nursing back, dodging the frequent breach usually beats the extra premium. Lean: the safer $70 rung, unless you need the income to cover the hedge bleed, or you expect RKLB to stay flat-to-down near term.
RKLB  spot $64.03 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge5 × $7518 Sep7d17.1%94%hist 96%13%hist 13%+1pp$100$429-$1,843$37,253
Sell 5 × $75 17.1% OTM over spot $64.03 18 Sep 2026 (7d, $0.24 mid)
= $100 credit for the 7d cycle → $429/mo projected
Survival (stays ≤ $75)
94%
Breach risk
6%
POP (stays ≤ $75.25)
94%
EV / mo
+$206
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
9% whole by 9mo vs 8% doing nothing
FIRE DRILLS
~1.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-93/mo
median; plan ~$-63/mo after 68% keep · $-821 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.8 mo, measured ONLY among the 9% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
5%
Flat exit net (mid-life)
-$991
Free roll-up
+$2/wk
Safest escape (by 9 Oct 2026)
$82 @ 79% POP
74% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.09/sh now → $2.18 mid-life (likely $1.75–$3.02)≈ $0 at expiry  |  you banked $0.20/sh, so a flat mid-life exit nets -$1.98/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 136 simulated challenges: the $75 strike is typically first touched on day 6 of 7, at $77 (overshoots $1.53). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$7525 Sep 202610d left+$0.94/sh+$470
cycle +$570
[+$456…+$738] · 100% credit
68%
surv 52%
-$46,344 NOT
cap gain +$7,140
Up-and-out for even (raise the cap, free)~$7725 Sep 202610d left+$0.09/sh+$44
cycle +$144
[-$38…+$236] · 68% credit
73%
surv 62%
-$45,590 NOT
cap gain +$7,894
Max even-money escape in the band~$819 Oct 202624d left+$0.13/sh+$65
cycle +$165
[-$107…+$275] · 64% credit
78%
surv 72%
-$43,174 NOT
cap gain +$10,310
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$829 Oct 202624d left-$0.10/sh-$51
cycle +$49
[-$241…+$148] · 50% credit
79%
surv 74%
-$42,691 NOT
cap gain +$10,793
budget: banked $100 debit $51 (51% used ≈ 0.5 wk of income) → whole cycle still +$49 cash · rolled 5 ct earn ≈ $1,300/mo while parked; 1 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$429/mo
vs 50% target ($2,199/mo)-81%
vs normal income ($4,397/mo)10% covered
Net income (after hedge)$17/mo
Downside budget
⚠ $75 is $75 below CC-SS $149.71: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$37,253
… as % of IC ($15,930)233.9%
… as % of ML ($69,930)53.3%
Recovery months (at normal income)8.5 mo
Surgical close (5 ct)$-44,592
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.20 collected) or spot ≥ $75.25 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $75)); NOT the premium you collected. Momentum override: two daily closes above $78.97 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $74.25Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$74-75.25
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $75.25
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.00 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$75.00 (1.9σ)$100$-46,814+$6,670+$95
+2.5%$76.88 (2.2σ)$-838$-46,629+$6,855-$842
+5%$78.75 (2.5σ)$-1,775$-46,444+$7,040-$1,780
SS (= V-bounce)$141.55 (13.2σ)$-33,175$-43,394+$10,090-$17,405
V-BOUNCE STRESS (stock → CC-SS $149.71, where you are whole again, by expiry)
Starting unrealized P&L: $-53,484
+ Fortress recovery (un-capped): +$51,303
− CC assignment net of premium (5 × $75): -$37,253
− Conservative CC assignment net of premium (1 × $110): -$3,970
Total Position P&L @ SS: $-43,404 (+$10,080 vs today)
Do-nothing baseline at SS: $-25,999 (this trade vs do-nothing: $-17,405, the opportunity cost of earning $429/mo FIGHT income now)
BB-reversion stress (→ $89.94 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$7,370, position total $-45,338 (+$8,146 vs today)
🛡 safe yield6 × $7318 Sep7d14.0%91%hist 96%19%hist 13%+2pp$186$797-$1,474$45,838
Sell 6 × $73 14.0% OTM over spot $64.03 18 Sep 2026 (7d, $0.39 mid)
= $186 credit for the 7d cycle → $797/mo projected
Survival (stays ≤ $73)
91%
Breach risk
9%
POP (stays ≤ $73.39)
92%
EV / mo
+$346
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
8% whole by 9mo vs 7% doing nothing
FIRE DRILLS
~1.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$133/mo
median; plan ~$91/mo after 68% keep · $1,134 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.7 mo, measured ONLY among the 8% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
10%
Flat exit net (mid-life)
-$1,088
Free roll-up
+$2/wk
Safest escape (by 9 Oct 2026)
$81 @ 81% POP
77% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.00/sh now → $2.12 mid-life (likely $1.67–$3.07)≈ $0 at expiry  |  you banked $0.31/sh, so a flat mid-life exit nets -$1.81/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 311 simulated challenges: the $73 strike is typically first touched on day 5 of 7, at $74 (overshoots $1.40). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (6 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$7325 Sep 202610d left+$0.98/sh+$588
cycle +$774
[+$526…+$894] · 100% credit
68%
surv 52%
-$47,339 NOT
cap gain +$6,145
Reliable up-and-out (highest cap still free ≥60%)~$779 Oct 202624d left+$0.66/sh+$398
cycle +$584
[+$165…+$700] · 85% credit
74%
surv 66%
-$45,152 NOT
cap gain +$8,332
Up-and-out for even (raise the cap, free)~$7525 Sep 202610d left+$0.13/sh+$77
cycle +$263
[-$87…+$317] · 59% credit
73%
surv 62%
-$46,670 NOT
cap gain +$6,814
Max even-money escape in the band~$799 Oct 202624d left+$0.17/sh+$100
cycle +$286
[-$187…+$381] · 55% credit
78%
surv 72%
-$44,252 NOT
cap gain +$9,232
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$819 Oct 202624d left-$0.28/sh-$170
cycle +$16
[-$498…+$93] · 32% credit
81%
surv 77%
-$43,324 NOT
cap gain +$10,160
budget: banked $186 debit $170 (91% used ≈ 0.9 wk of income) → whole cycle still +$16 cash · rolled 6 ct earn ≈ $1,380/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$797/mo
vs 50% target ($2,199/mo)-64%
vs normal income ($4,397/mo)18% covered
Net income (after hedge)$384/mo
Downside budget
⚠ $73 is $77 below CC-SS $149.71: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$45,838
… as % of IC ($15,930)287.7%
… as % of ML ($69,930)65.5%
Recovery months (at normal income)10.4 mo
Surgical close (6 ct)$-53,532
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.08/sh (~25% of the $0.31 collected) or spot ≥ $73.39 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $73)); NOT the premium you collected. Momentum override: two daily closes above $78.97 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $72.27Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$72-73.39
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $73.39
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.00 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$73.00 (1.5σ)$186$-47,927+$5,557+$180
+2.5%$74.82 (1.8σ)$-909$-47,929+$5,555-$915
+5%$76.65 (2.1σ)$-2,004$-47,931+$5,553-$2,010
SS (= V-bounce)$141.55 (13.2σ)$-40,944$-48,009+$5,475-$22,020
V-BOUNCE STRESS (stock → CC-SS $149.71, where you are whole again, by expiry)
Starting unrealized P&L: $-53,484
+ Fortress recovery (un-capped): +$51,303
− CC assignment net of premium (6 × $73): -$45,838
Total Position P&L @ SS: $-48,019 (+$5,465 vs today)
Do-nothing baseline at SS: $-25,999 (this trade vs do-nothing: $-22,020, the opportunity cost of earning $797/mo FIGHT income now)
BB-reversion stress (→ $89.94 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$9,978, position total $-47,947 (+$5,537 vs today)
33% normal ← lean6 × $7018 Sep7d9.3%83%hist 86%35%hist 31%+5pp$402$1,723-$549$47,422
Sell 6 × $70 9.3% OTM over spot $64.03 18 Sep 2026 (7d, $0.71 mid)
= $402 credit for the 7d cycle → $1,723/mo projected
Survival (stays ≤ $70)
83%
Breach risk
17%
POP (stays ≤ $70.71)
86%
EV / mo
+$687
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
13% whole by 9mo vs 8% doing nothing
FIRE DRILLS
~3.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$567/mo
median; plan ~$386/mo after 68% keep · $4,917 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.9 mo, measured ONLY among the 13% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
23%
Flat exit net (mid-life)
-$820
Free roll-up
+$2/wk
Safest escape (by 9 Oct 2026)
$80 @ 85% POP
82% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.88/sh now → $2.04 mid-life (likely $1.92–$3.21)≈ $0 at expiry  |  you banked $0.67/sh, so a flat mid-life exit nets -$1.37/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 694 simulated challenges: the $70 strike is typically first touched on day 4 of 7, at $71 (overshoots $1.41). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (6 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$7025 Sep 202610d left+$1.03/sh+$619
cycle +$1,021
[+$493…+$768] · 99% credit
68%
surv 52%
-$48,888 NOT
cap gain +$4,596
Reliable up-and-out (highest cap still free ≥60%)~$749 Oct 202624d left+$0.71/sh+$424
cycle +$826
[+$87…+$563] · 83% credit
74%
surv 66%
-$46,706 NOT
cap gain +$6,778
Up-and-out for even (raise the cap, free)~$7225 Sep 202610d left+$0.18/sh+$110
cycle +$512
[-$114…+$219] · 53% credit
73%
surv 63%
-$48,217 NOT
cap gain +$5,267
Max even-money escape in the band~$769 Oct 202624d left+$0.21/sh+$128
cycle +$530
[-$256…+$244] · 46% credit
78%
surv 72%
-$45,804 NOT
cap gain +$7,680
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$809 Oct 202624d left-$0.63/sh-$380
cycle +$22
[-$857…-$310] · 6% credit
85%
surv 82%
-$43,917 NOT
cap gain +$9,567
budget: banked $402 debit $380 (94% used ≈ 1.0 wk of income) → whole cycle still +$22 cash · rolled 6 ct earn ≈ $1,053/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$1,723/mo
vs 50% target ($2,199/mo)-22%
vs normal income ($4,397/mo)39% covered
Net income (after hedge)$1,310/mo
Downside budget
⚠ $70 is $80 below CC-SS $149.71: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$47,422
… as % of IC ($15,930)297.7%
… as % of ML ($69,930)67.8%
Recovery months (at normal income)10.8 mo
Surgical close (6 ct)$-53,508
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.17/sh (~25% of the $0.67 collected) or spot ≥ $70.71 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $70)); NOT the premium you collected. Momentum override: two daily closes above $78.97 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $69.30Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$69-70.71
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $70.71
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.00 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$70.00 (1.0σ)$402$-49,507+$3,977+$396
+2.5%$71.75 (1.3σ)$-648$-49,509+$3,975-$654
+5%$73.50 (1.6σ)$-1,698$-49,511+$3,973-$1,704
SS (= V-bounce)$141.55 (13.2σ)$-42,528$-49,593+$3,891-$23,604
V-BOUNCE STRESS (stock → CC-SS $149.71, where you are whole again, by expiry)
Starting unrealized P&L: $-53,484
+ Fortress recovery (un-capped): +$51,303
− CC assignment net of premium (6 × $70): -$47,422
Total Position P&L @ SS: $-49,603 (+$3,881 vs today)
Do-nothing baseline at SS: $-25,999 (this trade vs do-nothing: $-23,604, the opportunity cost of earning $1,723/mo FIGHT income now)
BB-reversion stress (→ $89.94 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,562, position total $-49,531 (+$3,953 vs today)
🎯 50% normal5 × $6818 Sep7d6.2%75%hist 83%51%hist 44%+3pp$530$2,271$40,323
Sell 5 × $68 6.2% OTM over spot $64.03 18 Sep 2026 (7d, $1.12 mid)
= $530 credit for the 7d cycle → $2,271/mo projected
Survival (stays ≤ $68)
75%
Breach risk
25%
POP (stays ≤ $69.12)
80%
EV / mo
+$762
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
11% whole by 9mo vs 9% doing nothing
FIRE DRILLS
~5.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$617/mo
median; plan ~$420/mo after 68% keep · $5,345 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.9 mo, measured ONLY among the 11% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
37%
Flat exit net (mid-life)
-$459
Free roll-up
+$2/wk
Safest escape (by 9 Oct 2026)
$80 @ 87% POP
86% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.80/sh now → $1.98 mid-life (likely $2.11–$3.24)≈ $0 at expiry  |  you banked $1.06/sh, so a flat mid-life exit nets -$0.92/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,108 simulated challenges: the $68 strike is typically first touched on day 4 of 7, at $69 (overshoots $1.38). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$6825 Sep 202610d left+$1.06/sh+$532
cycle +$1,062
[+$392…+$611] · 100% credit
68%
surv 52%
-$50,044 NOT
cap gain +$3,440
Reliable up-and-out (highest cap still free ≥60%)~$729 Oct 202624d left+$0.73/sh+$365
cycle +$895
[+$54…+$392] · 80% credit
74%
surv 67%
-$47,834 NOT
cap gain +$5,650
Up-and-out for even (raise the cap, free)~$7025 Sep 202610d left+$0.22/sh+$108
cycle +$638
[-$98…+$129] · 47% credit
73%
surv 63%
-$49,288 NOT
cap gain +$4,196
Max even-money escape in the band~$759 Oct 202624d left+$0.01/sh+$6
cycle +$536
[-$360…+$6] · 25% credit
80%
surv 75%
-$46,396 NOT
cap gain +$7,088
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$809 Oct 202624d left-$0.98/sh-$492
cycle +$38
[-$972…-$534] · 0% credit
87%
surv 86%
-$43,900 NOT
cap gain +$9,584
budget: banked $530 debit $492 (93% used ≈ 0.9 wk of income) → whole cycle still +$38 cash · rolled 5 ct earn ≈ $621/mo while parked; 1 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$2,271/mo
vs 50% target ($2,199/mo)+3%
vs normal income ($4,397/mo)52% covered
Net income (after hedge)$1,860/mo
Downside budget
⚠ $68 is $82 below CC-SS $149.71: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$40,323
… as % of IC ($15,930)253.1%
… as % of ML ($69,930)57.7%
Recovery months (at normal income)9.2 mo
Surgical close (5 ct)$-44,600
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.27/sh (~25% of the $1.06 collected) or spot ≥ $69.12 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $68)); NOT the premium you collected. Momentum override: two daily closes above $78.97 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $67.32Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$67-69.12
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $69.12
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.00 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$68.00 (≤1σ, normal week)$530$-50,576+$2,908+$525
+2.5%$69.70 (≤1σ, normal week)$-320$-50,408+$3,076-$325
+5%$71.40 (1.3σ)$-1,170$-50,240+$3,244-$1,175
SS (= V-bounce)$141.55 (13.2σ)$-36,245$-46,464+$7,020-$20,475
V-BOUNCE STRESS (stock → CC-SS $149.71, where you are whole again, by expiry)
Starting unrealized P&L: $-53,484
+ Fortress recovery (un-capped): +$51,303
− CC assignment net of premium (5 × $68): -$40,323
− Conservative CC assignment net of premium (1 × $110): -$3,970
Total Position P&L @ SS: $-46,474 (+$7,010 vs today)
Do-nothing baseline at SS: $-25,999 (this trade vs do-nothing: $-20,475, the opportunity cost of earning $2,271/mo FIGHT income now)
BB-reversion stress (→ $89.94 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$10,440, position total $-48,408 (+$5,076 vs today)
100% normal5 × $6518 Sep7d1.5%58%hist 70%86%hist 79%+5pp$1,030$4,414+$2,143$41,323
Sell 5 × $65 1.5% OTM over spot $64.03 18 Sep 2026 (7d, $2.09 mid)
= $1,030 credit for the 7d cycle → $4,414/mo projected
Survival (stays ≤ $65)
58%
Breach risk
42%
POP (stays ≤ $67.09)
71%
EV / mo
+$1,061
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
14% whole by 9mo vs 8% doing nothing
FIRE DRILLS
~12.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$971/mo
median; plan ~$660/mo after 68% keep · $8,461 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.7 mo, measured ONLY among the 14% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
69%
Flat exit net (mid-life)
+$85
Free roll-up
+$2/wk
Safest escape (by 9 Oct 2026)
$81 @ 93% POP
92% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.67/sh now → $1.89 mid-life (likely $2.53–$3.68)≈ $0 at expiry  |  you banked $2.06/sh, so a flat mid-life exit nets +$0.17/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,070 simulated challenges: the $65 strike is typically first touched on day 2 of 7, at $66 (overshoots $1.44). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$6525 Sep 202610d left+$1.10/sh+$551
cycle +$1,581
[+$362…+$468] · 100% credit
68%
surv 52%
-$51,321 NOT
cap gain +$2,163
Reliable up-and-out (highest cap still free ≥60%)~$699 Oct 202624d left+$0.76/sh+$378
cycle +$1,408
[-$73…+$196] · 66% credit
74%
surv 67%
-$49,117 NOT
cap gain +$4,367
Up-and-out for even (raise the cap, free)~$6725 Sep 202610d left+$0.26/sh+$129
cycle +$1,159
[-$162…+$6] · 28% credit
73%
surv 63%
-$50,564 NOT
cap gain +$2,920
Max even-money escape in the band~$729 Oct 202624d left+$0.04/sh+$22
cycle +$1,052
[-$501…-$180] · 10% credit
80%
surv 75%
-$47,676 NOT
cap gain +$5,808
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$819 Oct 202624d left-$1.15/sh-$574
cycle +$456
[-$1,265…-$819]
93%
surv 92%
-$42,883 NOT
cap gain +$10,601
budget: banked $1,030 debit $574 (56% used ≈ 0.6 wk of income) → whole cycle still +$456 cash · rolled 5 ct earn ≈ $464/mo while parked; 1 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$4,414/mo
vs 50% target ($2,199/mo)+101%
vs normal income ($4,397/mo)100% covered
Net income (after hedge)$4,003/mo
Downside budget
⚠ $65 is $85 below CC-SS $149.71: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$41,323
… as % of IC ($15,930)259.4%
… as % of ML ($69,930)59.1%
Recovery months (at normal income)9.4 mo
Surgical close (5 ct)$-44,585
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.52/sh (~25% of the $2.06 collected) or spot ≥ $67.09 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $65)); NOT the premium you collected. Momentum override: two daily closes above $78.97 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $64.35Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$64-67.09
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $67.09
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.00 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$65.00 (≤1σ, normal week)$1,030$-51,872+$1,612+$1,025
+2.5%$66.62 (≤1σ, normal week)$218$-51,712+$1,772+$212
+5%$68.25 (≤1σ, normal week)$-595$-51,551+$1,933-$600
SS (= V-bounce)$141.55 (13.2σ)$-37,245$-47,464+$6,020-$21,475
V-BOUNCE STRESS (stock → CC-SS $149.71, where you are whole again, by expiry)
Starting unrealized P&L: $-53,484
+ Fortress recovery (un-capped): +$51,303
− CC assignment net of premium (5 × $65): -$41,323
− Conservative CC assignment net of premium (1 × $110): -$3,970
Total Position P&L @ SS: $-47,474 (+$6,010 vs today)
Do-nothing baseline at SS: $-25,999 (this trade vs do-nothing: $-21,475, the opportunity cost of earning $4,414/mo FIGHT income now)
BB-reversion stress (→ $89.94 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,440, position total $-49,408 (+$4,076 vs today)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on RKLB are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (22 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 22 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 0.998 (IBKR)  |  Recovery@SS: +$51,303 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-25,999

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$687d18 Sep 2026$1.065/6$2,271$1,86075%80%+$762-$40,323253.1%$-46,474 (vs do-nothing $-20,475)
$677d18 Sep 2026$1.344/6$2,297$1,88870%77%+$710-$32,547204.3%$-42,667 (vs do-nothing $-16,668)
$6814d25 Sep 2026$1.936/6$2,481$2,06870%77%+$761-$47,866300.5%$-50,047 (vs do-nothing $-24,048)
$6821d2 Oct 2026$2.626/6$2,246$1,83267%76%+$540-$47,452297.9%$-49,633 (vs do-nothing $-23,634)
$6714d25 Sep 2026$2.235/6$2,389$1,97866%75%+$651-$40,238252.6%$-46,389 (vs do-nothing $-20,390)
$667d18 Sep 2026$1.674/6$2,863$2,45465%74%+$816-$32,815206.0%$-42,935 (vs do-nothing $-16,936)
$6721d2 Oct 2026$2.976/6$2,546$2,13264%74%+$572-$47,842300.3%$-50,023 (vs do-nothing $-24,024)
$6614d25 Sep 2026$2.594/6$2,220$1,81162%73%+$542-$32,447203.7%$-42,567 (vs do-nothing $-16,568)
$6621d2 Oct 2026$3.355/6$2,393$1,98261%72%+$495-$40,178252.2%$-46,329 (vs do-nothing $-20,330)
$6628d9 Oct 2026$3.956/6$2,539$2,12660%72%+$518-$47,854300.4%$-50,035 (vs do-nothing $-24,036)
$657d18 Sep 2026$2.063/6$2,649$2,24258%71%+$636-$24,794155.6%$-38,884 (vs do-nothing $-12,885)
$6514d25 Sep 2026$3.004/6$2,571$2,16257%71%+$560-$32,683205.2%$-42,803 (vs do-nothing $-16,804)
$6521d2 Oct 2026$3.755/6$2,679$2,26757%70%+$496-$40,478254.1%$-46,629 (vs do-nothing $-20,630)
Show 9 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$6528d9 Oct 2026$4.155/6$2,223$1,81257%71%+$318-$40,278252.8%$-46,429 (vs do-nothing $-20,430)
$6428d9 Oct 2026$4.555/6$2,438$2,02654%69%+$291-$40,578254.7%$-46,729 (vs do-nothing $-20,730)
$6421d2 Oct 2026$4.204/6$2,400$1,99153%69%+$400-$32,603204.7%$-42,723 (vs do-nothing $-16,724)
$6414d25 Sep 2026$3.453/6$2,218$1,81152%69%+$421-$24,677154.9%$-38,767 (vs do-nothing $-12,768)
$647d18 Sep 2026$2.513/6$3,227$2,82052%68%+$640-$24,959156.7%$-39,049 (vs do-nothing $-13,050)
$6328d9 Oct 2026$4.605/6$2,464$2,05350%67%+$55-$41,053257.7%$-47,204 (vs do-nothing $-21,205)
$6321d2 Oct 2026$4.604/6$2,629$2,22049%67%+$360-$32,843206.2%$-42,963 (vs do-nothing $-16,964)
$6314d25 Sep 2026$4.003/6$2,571$2,16548%67%+$448-$24,812155.8%$-38,902 (vs do-nothing $-12,903)
$637d18 Sep 2026$3.002/6$2,571$2,16745%66%+$395-$16,741105.1%$-34,801 (vs do-nothing $-8,802)

Income/mo = FIGHT leg gross, DTE-prorated. Net/mo = FIGHT + conservative CC gross minus hedge cost. POP (mid) = probability stock closes at or below (strike + mid premium) at expiry, per-strike chain IV when available. Survival = CC expires fully worthless. EV/mo = premium minus expected buyback, monthly, with realized vol = IV x 85% (variance risk premium 15%). Survival, POP and touch use vol x 1.00 (raw implied: the VRP haircut is applied to the premium edge but NOT to risk, because understating the edge costs opportunity while understating breach odds costs capital; the risk-side haircut arms only from the graded ledger). Cap give-up @ SS = recovery mortgaged on a V-bounce to SS, net of premium. Total P&L @ SS = absolute position P&L if the stock closes at SS; "vs do-nothing" = opportunity cost against holding all 6 contracts at the conservative CC.

fortress_fight.py v6.3  |  2026-09-11 22:01